We are live on ! Find out more
AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+4.96%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$8.61B
AUM Growth
-$325M
Cap. Flow
-$3.06B
Cap. Flow %
-35.49%
Top 10 Hldgs %
23.36%
Holding
518
New
51
Increased
77
Reduced
114
Closed
99

Top Buys

Rank Stock Value
1
ALR
Alere Inc
ALR
+$138M
2
ATML
ATMEL CORP
ATML
+$108M
3
DD
Du Pont De Nemours E I
DD
+$95.3M
4
BIN
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
+$90.9M
5
FMER
FIRSTMERIT CORP
FMER
+$88.8M

Top Sells

Rank Stock Value
1
AGN.PRA
Allergan plc
AGN.PRA
+$211M
2
PCP
PRECISION CASTPARTS CORP
PCP
+$196M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
+$187M
4
CB
CHUBB CORPORATION
CB
+$156M
5
POM
PEPCO HOLDINGS, INC.
POM
+$138M

Sector Composition

Rank Sector Weight
1 Industrials 8.48%
2 Energy 8.04%
3 Healthcare 5.86%
4 Communication Services 5.02%
5 Technology 4.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TSNU
1
DELISTED
Tyson Foods, Inc.
TSNU
$188M 2.18%
2,510,325
+5,700
+0.2% +$384K
YHOO
2
DELISTED
Yahoo Inc
YHOO
$156M 1.82%
4,248,655
-961,886
-18% -$30.1M
KLAC icon
3
KLA
KLAC
$275B
$153M 1.77%
20,963,660
+8,105,810
+63% +$54.5M
TMUSP
4
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$152M 1.77%
2,297,575
-93,975
-4% -$6.14M
CI icon
5
Cigna
CI
$76.6B
$152M 1.76%
1,104,139
+117,164
+12% +$16.1M
TWC
6
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$146M 1.7%
714,909
-25,861
-3% -$4.89M
ALR
7
DELISTED
Alere Inc
ALR
$146M 1.69%
+2,884,009
New +$138M
RAD
8
DELISTED
Rite Aid Corporation
RAD
$142M 1.65%
872,982
+317,783
+57% +$50.1M
DCUB
9
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$140M 1.62%
2,394,200
+560,975
+31% +$31.3M
TE
10
DELISTED
TECO ENERGY INC
TE
$138M 1.61%
5,028,421
+2,802,445
+126% +$76.5M
HUM icon
11
Humana
HUM
$46.7B
$138M 1.61%
756,023
-30,024
-4% -$5.21M
JAH
12
DELISTED
JARDEN CORPORATION
JAH
$131M 1.52%
2,223,562
+583,823
+36% +$31.2M
GAS
13
DELISTED
AGL Resources Inc
GAS
$119M 1.38%
1,829,248
+625,125
+52% +$40.2M
ATML
14
DELISTED
ATMEL CORP
ATML
$118M 1.37%
14,567,356
+13,379,152
+1,126% +$108M
ANTX
15
DELISTED
Anthem, Inc.
ANTX
$116M 1.35%
2,478,950
+861,775
+53% +$38.8M
ARG
16
DELISTED
Airgas Inc
ARG
$116M 1.34%
816,549
+290,460
+55% +$40.8M
FNFG
17
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$114M 1.32%
11,760,273
+5,546,230
+89% +$53.6M
CCI.PRA
18
DELISTED
Crown Castle International Corp.
CCI.PRA
$106M 1.23%
985,825
+334,075
+51% +$35.1M
HPY
19
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$102M 1.18%
1,051,611
+778,270
+285% +$71.7M
DD
20
DELISTED
Du Pont De Nemours E I
DD
$101M 1.17%
+1,591,431
New +$95.3M
BIN
21
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$98.8M 1.15%
+3,183,077
New +$90.9M
BHI
22
DELISTED
Baker Hughes
BHI
$98.6M 1.14%
2,249,794
+107,672
+5% +$4.65M
CVC
23
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$98M 1.14%
2,970,956
-34,743
-1% -$1.12M
FMER
24
DELISTED
FIRSTMERIT CORP
FMER
$96.7M 1.12%
+4,595,297
New +$88.8M
WELL.PRI
25
DELISTED
Welltower Inc.
WELL.PRI
$92.2M 1.07%
1,484,525
-68,525
-4% -$4.03M
1
2 3 4 5

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

AQR Arbitrage's Q1 2016 Portfolio in Review

As of Q1 2016, AQR Arbitrage held 518 positions worth $8.61B, down 3.6% from $8.94B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

AQR Arbitrage withdrew a net $3.06B in Q1 2016, closing 99 positions and reducing 114 holdings. Its most notable exit was Allergan plc, an estimated $211M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 8.5% of assets, up from 6.3% a quarter earlier, followed by Energy and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Alere Inc worth $146M.

  • AQR Arbitrage's largest Q1 2016 buy was Alere Inc: 2,884,009 shares worth $146M.
  • AQR Arbitrage added most to ATMEL CORP in Q1 2016, an estimated $108M increase.
  • AQR Arbitrage's biggest Q1 2016 reduction was Allergan plc, cutting an estimated $56.9M.
  • AQR Arbitrage fully exited Allergan plc in Q1 2016, selling an estimated $211M.
  • AQR Arbitrage's ten largest holdings make up 23% of its $8.61B portfolio in Q1 2016.
  • AQR Arbitrage opened 51 new positions and closed 99 in Q1 2016.
  • AQR Arbitrage's portfolio value fell 3.6% quarter-over-quarter to $8.61B.

Based on AQR Arbitrage's 13F filing for Q1 2016, filed 16 May 2016.